Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2009 |
24-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
1,186.50 |
1,253.50 |
67.00 |
5.6% |
1,163.75 |
High |
1,258.00 |
1,255.00 |
-3.00 |
-0.2% |
1,226.00 |
Low |
1,186.50 |
1,231.50 |
45.00 |
3.8% |
1,142.25 |
Close |
1,252.00 |
1,236.25 |
-15.75 |
-1.3% |
1,188.00 |
Range |
71.50 |
23.50 |
-48.00 |
-67.1% |
83.75 |
ATR |
44.39 |
42.90 |
-1.49 |
-3.4% |
0.00 |
Volume |
331,995 |
371,424 |
39,429 |
11.9% |
1,827,803 |
|
Daily Pivots for day following 24-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,311.50 |
1,297.25 |
1,249.25 |
|
R3 |
1,288.00 |
1,273.75 |
1,242.75 |
|
R2 |
1,264.50 |
1,264.50 |
1,240.50 |
|
R1 |
1,250.25 |
1,250.25 |
1,238.50 |
1,245.50 |
PP |
1,241.00 |
1,241.00 |
1,241.00 |
1,238.50 |
S1 |
1,226.75 |
1,226.75 |
1,234.00 |
1,222.00 |
S2 |
1,217.50 |
1,217.50 |
1,232.00 |
|
S3 |
1,194.00 |
1,203.25 |
1,229.75 |
|
S4 |
1,170.50 |
1,179.75 |
1,223.25 |
|
|
Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,436.75 |
1,396.00 |
1,234.00 |
|
R3 |
1,353.00 |
1,312.25 |
1,211.00 |
|
R2 |
1,269.25 |
1,269.25 |
1,203.25 |
|
R1 |
1,228.50 |
1,228.50 |
1,195.75 |
1,249.00 |
PP |
1,185.50 |
1,185.50 |
1,185.50 |
1,195.50 |
S1 |
1,144.75 |
1,144.75 |
1,180.25 |
1,165.00 |
S2 |
1,101.75 |
1,101.75 |
1,172.75 |
|
S3 |
1,018.00 |
1,061.00 |
1,165.00 |
|
S4 |
934.25 |
977.25 |
1,142.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,258.00 |
1,177.25 |
80.75 |
6.5% |
42.50 |
3.4% |
73% |
False |
False |
364,634 |
10 |
1,258.00 |
1,044.75 |
213.25 |
17.2% |
44.50 |
3.6% |
90% |
False |
False |
284,444 |
20 |
1,258.00 |
1,039.50 |
218.50 |
17.7% |
43.25 |
3.5% |
90% |
False |
False |
142,796 |
40 |
1,285.25 |
1,039.50 |
245.75 |
19.9% |
41.00 |
3.3% |
80% |
False |
False |
71,529 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,355.00 |
2.618 |
1,316.50 |
1.618 |
1,293.00 |
1.000 |
1,278.50 |
0.618 |
1,269.50 |
HIGH |
1,255.00 |
0.618 |
1,246.00 |
0.500 |
1,243.25 |
0.382 |
1,240.50 |
LOW |
1,231.50 |
0.618 |
1,217.00 |
1.000 |
1,208.00 |
1.618 |
1,193.50 |
2.618 |
1,170.00 |
4.250 |
1,131.50 |
|
|